Repo at KASE: day results

/IRBIS, Ranida Gabdeyeva, August 13, 04/ - On August 13 at Kazakhstan Stock Exchange (KASE) 79 deals were concluded at the repo floors (including automatic repo sector) for a total amount of KZT 18,613.5 m. Results of trades are given in the table. Repo opening transactions, which are made only through open-trade method, are marked with asterisk. ----------------------------------------------------------------------- Repo rate, % APR Type of Calendar ------------------------------ Volume Repo terms, KZT weighted average KZT Number Deal Days min max nominal effective m of deals --------- -------- ---- ---- ------- --------- -------- -------- Open 3 0.10 1.37 0.47 0.47 10,081.0 56 Open 11 5.96 5.96 5.96 6.13 50.0 1 Open* 14 1.75 1.90 1.85 1.87 300.0 2 Open* 28 2.00 7.50 6.53 6.75 284.0 2 Open 31 7.80 9.01 8.01 8.31 88.0 2 Open 60 3.25 3.25 3.25 3.29 18.1 1 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 10,821.2 64 --------- -------- ---- ---- ------- --------- -------- -------- Close 1 0.15 1.50 0.66 0.67 7,011.1 16 --------- -------- ---- ---- ------- --------- -------- -------- Close 7 1.60 1.60 1.60 1.61 100.0 1 Close 14 1.20 2.00 1.66 1.67 354.2 4 Close 28 7.50 7.50 7.50 7.77 235.3 1 Close 30 7.80 7.80 7.80 8.08 91.6 1 --------- -------- ---- ---- ------- --------- -------- -------- Subtotal: 7,792.3 23 --------- -------- ---- ---- ------- --------- -------- -------- TOTAL: 18,613.5 87 ----------------------------------------------------------------------- By open trades method (in automatic repo sector) volume of 76 deals totaled KZT 17,503.3 m. including 57 (KZT 10,192.0 m) repo opening deals and 19 repo closing (KZT 7,311.3 m). Indicator TONIA according to trades' results totaled 0.48% APR and decreased by 0.18 relative to previous day. Dynamics of repo rates (repo opening. comparable terms) is bets described by following indicators: ----------------------------------------------- Term calendar Today Previous day days. rate. % APR rate. % APR Trend ------------- ----------- ------------ ----- 14 day 1.85 1.50 +0.35 28 days 6.53 1.79 +4.74 31 days 8.01 15.00 -6.99 ----------------------------------------------- Positions of major categories of participants in the market of repo were as follows (based on net positions of opening transactions; in volumes "+" - borrowing. "-" - lending; trends in percents relative to previous trading day). Pension system entities: +74.8% (-KZT 2,124.0 m), 7 participants. Second tier banks (STB): - +KZT 10,381.0 m. (borrowing, 10 banks). KZT -7,693.1 m. (lending, 5 banks); - GS direct repo sector: +220.9; at the open trade market: GS (auto repo sector): +KZT 2,467.0 m; - resulting balance was +KZT 2,687.9 m. (on previous day it was equal to +KZT 1,196.0 m). National Bank did not change its market share solely working as borrower. Its counterparts on deals included commercial banks and their clients. 3-day repurchase agreement was used as liquidity regulation tool. [2004-08-13]